public void TestRosenbrock()
{
Rosenbrock cf = new Rosenbrock();
EndCriteria ec = new EndCriteria();
ConjugateGradient optim = new ConjugateGradient(cf, ec);
// new SecantLineSearch(cf,ec));
DoubleVector x0 = new DoubleVector(new double[5] {
1.3, 0.7, 0.8, 1.9, 1.2
});
optim.Minimize(x0);
//Console.WriteLine(optim.IterationVectors[0].ToString());
//Console.WriteLine(optim.IterationVectors[1].ToString());
//Console.WriteLine(optim.IterationVectors[2].ToString());
//Console.WriteLine(optim.SolutionVector.ToString());
Assert.AreEqual(optim.SolutionValue, 0.0, 0.1);
Assert.AreEqual(optim.SolutionVector[0], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[1], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[2], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[3], 1.0, 0.2);
Assert.AreEqual(optim.SolutionVector[4], 1.0, 0.4);
}
public void TestInitializeMethod()
{
var cf = new Rosenbrock();
var optim = new NelderMead(cf);
var x0 = new DoubleVector(new double[4] {
0, 1, 2, 3
});
optim.SimplexDelta = 0.1;
optim.SimplexZeroDelta = 0.0001;
optim.InitializeMethod(x0);
Assert.AreEqual(optim.Simplex.Length, 5);
for (int i = 0; i < optim.Simplex.Length; i++)
{
Assert.AreEqual(optim.Simplex[i][0], x0[0], optim.SimplexZeroDelta);
Assert.AreEqual(optim.Simplex[i][1], x0[1], optim.SimplexDelta * x0[1] + 0.001);
Assert.AreEqual(optim.Simplex[i][2], x0[2], optim.SimplexDelta * x0[2] + 0.001);
Assert.AreEqual(optim.Simplex[i][3], x0[3], optim.SimplexDelta * x0[3] + 0.001);
}
for (int i = 1; i < optim.Simplex.Length; i++)
{
Assert.IsTrue(cf.Value(optim.Simplex[i - 1]) < cf.Value(optim.Simplex[i]));
}
}
public void TestRosenbrock()
{
var cf = new Rosenbrock();
var optim = new NelderMead(cf);
var x0 = new DoubleVector(new double[5] {
1.3, 0.7, 0.8, 1.9, 1.2
});
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue, 0.0, 0.0001);
Assert.AreEqual(optim.SolutionVector[0], 1.0, 0.0001);
Assert.AreEqual(optim.SolutionVector[1], 1.0, 0.0001);
Assert.AreEqual(optim.SolutionVector[2], 1.0, 0.0001);
Assert.AreEqual(optim.SolutionVector[3], 1.0, 0.0001);
Assert.AreEqual(optim.SolutionVector[4], 1.0, 0.0001);
}
public void TestRosenbrock()
{
Rosenbrock cf = new Rosenbrock();
EndCriteria ec = new EndCriteria();
ConjugateGradient optim = new ConjugateGradient(cf, ec);
// new SecantLineSearch(cf,ec));
DoubleVector x0 = new DoubleVector(new double[5] { 1.3, 0.7, 0.8, 1.9, 1.2 });
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue, 0.0, 0.1);
Assert.AreEqual(optim.SolutionVector[0], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[1], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[2], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[3], 1.0, 0.2);
Assert.AreEqual(optim.SolutionVector[4], 1.0, 0.4);
}
public void TestRosenbrock()
{
var cf = new Rosenbrock();
var ec = new EndCriteria();
var optim = new ConjugateGradient(cf, ec);
// new SecantLineSearch(cf,ec));
var x0 = new DoubleVector(new double[5] {
1.3, 0.7, 0.8, 1.9, 1.2
});
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue, 0.0, 0.1);
Assert.AreEqual(optim.SolutionVector[0], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[1], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[2], 1.0, 0.1);
Assert.AreEqual(optim.SolutionVector[3], 1.0, 0.2);
Assert.AreEqual(optim.SolutionVector[4], 1.0, 0.4);
}
public void TestInitializeMethod()
{
Rosenbrock cf = new Rosenbrock();
NelderMead optim = new NelderMead(cf);
DoubleVector x0 = new DoubleVector(new double[4]{0,1,2,3});
optim.SimplexDelta = 0.1;
optim.SimplexZeroDelta = 0.0001;
optim.InitializeMethod(x0);
Assert.AreEqual(optim.Simplex.Length,5);
for (int i=0; i<optim.Simplex.Length; i++)
{
Assert.AreEqual(optim.Simplex[i][0],x0[0],optim.SimplexZeroDelta);
Assert.AreEqual(optim.Simplex[i][1],x0[1],optim.SimplexDelta*x0[1]+0.001);
Assert.AreEqual(optim.Simplex[i][2],x0[2],optim.SimplexDelta*x0[2]+0.001);
Assert.AreEqual(optim.Simplex[i][3],x0[3],optim.SimplexDelta*x0[3]+0.001);
}
for (int i=1; i<optim.Simplex.Length; i++)
{
Assert.IsTrue(cf.Value(optim.Simplex[i-1])<cf.Value(optim.Simplex[i]));
}
}
public void TestRosenbrock()
{
Rosenbrock cf = new Rosenbrock();
NelderMead optim = new NelderMead(cf);
DoubleVector x0 = new DoubleVector(new double[5]{1.3,0.7,0.8,1.9,1.2});
optim.Minimize(x0);
Assert.AreEqual(optim.SolutionValue,0.0,0.0001);
Assert.AreEqual(optim.SolutionVector[0],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[1],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[2],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[3],1.0,0.0001);
Assert.AreEqual(optim.SolutionVector[4],1.0,0.0001);
}